Anic Equity¶

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Total return since start: 0.574 %¶

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Equity now: -----------------------------> 48077.61 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46682.72 Kr¶

PnL: ---------------------------------------> -205.85 Kr¶

DD now: ---------------------------------> -1.136 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 09:18:34.914134'

Anic Portfolio¶

Today¶

Return: 0.09 %¶

This Week¶

Return: 1.145 %¶

Total¶

Return: 57.394 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2912.000000 276.000000 10.470000 2636.000010
Beijer Electronics Group 26 0.660000 3177.200000 206.200000 6.940000 2971.000006
Corem Property Group B 59 -0.170000 685.580000 108.580000 18.820000 576.999999
Boozt 12 2.970000 1744.800000 90.800000 5.490000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -3.230000 444.000000 89.000000 25.070000 355.000000
HMS Networks 2 -0.220000 715.600000 42.600000 6.330000 673.000000
OEM International B 7 0.770000 553.000000 25.000000 4.730000 527.999997
Coor Service Management Hold. 8 0.730000 553.600000 21.600000 4.060000 532.000000
Intrum 4 0.480000 548.400000 21.400000 4.060000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Midsona B 63 -1.240000 601.650000 18.650000 3.200000 582.999984
FM Mattsson Mora Group B 50 -0.840000 2945.000000 18.000000 0.610000 2927.000000
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -3.200000 261.360000 15.360000 6.240000 246.000000
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.000000 553.920000 10.920000 2.010000 543.000000
Resurs Holding 22 -0.450000 583.220000 9.220000 1.610000 573.999998
AcadeMedia 12 0.380000 566.160000 9.160000 1.640000 557.000004
Essity B 2 -0.340000 580.800000 6.800000 1.180000 574.000000
Nordea Bank Abp 29 -0.320000 3457.380000 3.380000 0.100000 3453.999992
Creaspac SPAC 6 0.100000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 0.000000 570.120000 0.120000 0.020000 570.000000
Handelsbanken A 5 -1.360000 542.000000 -4.000000 -0.730000 546.000000
CTEK 13 -2.300000 529.100000 -4.900000 -0.920000 533.999999
Swedbank A 3 -0.850000 559.050000 -4.950000 -0.880000 564.000000
SAAB B 8 0.410000 3344.800000 -32.200000 -0.950000 3377.000000
Vivesto 1368 1.990000 560.880000 -52.120000 -8.500000 612.999432
International Petroleum Corp. 5 0.650000 538.500000 -56.070000 -9.430000 594.565215
Sampo Oyj SDB 7 -0.180000 3787.000000 -63.000000 -1.640000 3850.000000
Axfood 13 0.940000 3614.000000 -142.000000 -3.780000 3756.000001
OX2 18 -0.480000 1495.800000 -168.200000 -10.110000 1663.999992
Ovzon 52 0.170000 3016.000000 -346.000000 -10.290000 3361.999992
Fasadgruppen Group 35 -0.200000 3423.000000 -388.000000 -10.180000 3810.999990
TOTAL 46682.720000 -205.850000 -1.13568% 46888.564618

Updated:¶

'2023-01-17 09:18:47.494276'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶